Sparse group variable selection based on quantile hierarchical Lasso

DOI10.1080/02664763.2014.888541OpenAlexW2003277757MaRDI QIDQ5128673

Ji-cai Liu, Ri-quan Zhang, Weihua Zhao

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.888541

zbMATH Keywords

quantile regressionoracle propertyvarying coefficient modelgroup variable selectionadaptive Lassohierarchical Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (5)

Sparse wavelet estimation in quantile regression with multiple functional predictors ⋮ Wavelet-based LASSO in functional linear quantile regression ⋮ An algorithm for the multivariate group lasso with covariance estimation ⋮ Adaptive sparse group LASSO in quantile regression ⋮ An Iterative Sparse-Group Lasso

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